Wind Power Forecasting Methods Based on Deep Learning: A Survey

Accurate wind power forecasting in wind farm can effectively reduce the enormous impact on grid operation safety when high permeability intermittent power supply is connected to the power grid. Aiming to provide reference strategies for relevant researchers as well as practical applications, this paper attempts to provide the literature investigation and methods analysis of deep learning, enforcement learning and transfer learning in wind speed and wind power forecasting modeling. Usually, wind speed and wind power forecasting around a wind farm requires the calculation of the next moment of the definite state, which is usually achieved based on the state of the atmosphere that encompasses nearby atmospheric pressure, temperature, roughness, and obstacles. As an effective method of high-dimensional feature extraction, deep neural network can theoretically deal with arbitrary nonlinear transformation through proper structural design, such as adding noise to outputs, evolutionary learning used to optimize hidden layer weights, optimize the objective function so as to save information that can improve the output accuracy while filter out the irrelevant or less affected information for forecasting. The establishment of high-precision wind speed and wind power forecasting models is always a challenge due to the randomness, instantaneity and seasonal characteristics

Wavelet Neural Networks: A Practical Guide

Wavelet networks (WNs) are a new class of networks which have been used with great success in a wide range of application. However a general accepted framework for applying WNs is missing from the literature. In this study, we present a complete statistical model identification framework in order to apply WNs in various applications. The following subjects were thorough examined: the structure of a WN, training methods, initialization algorithms, variable significance and variable selection algorithms, model selection methods and finally methods to construct confidence and prediction intervals. In addition the complexity of each algorithm is discussed. Our proposed framework was tested in two simulated cases, in one chaotic time series described by the Mackey-Glass equation and in three real datasets described by daily temperatures in Berlin, daily wind speeds in New York and breast cancer classification. Our results have shown that the proposed algorithms produce stable and robust results indicating that our proposed framework can be applied in various applications

Lattice dynamical wavelet neural networks implemented using particle swarm optimization for spatio-temporal system identification

In this brief, by combining an efficient wavelet representation with a coupled map lattice model, a new family of adaptive wavelet neural networks, called lattice dynamical wavelet neural networks (LDWNNs), is introduced for spatio-temporal system identification. A new orthogonal projection pursuit (OPP) method, coupled with a particle swarm optimization (PSO) algorithm, is proposed for augmenting the proposed network. A novel two-stage hybrid training scheme is developed for constructing a parsimonious network model. In the first stage, by applying the OPP algorithm, significant wavelet neurons are adaptively and successively recruited into the network, where adjustable parameters of the associated wavelet neurons are optimized using a particle swarm optimizer. The resultant network model, obtained in the first stage, however, may be redundant. In the second stage, an orthogonal least squares algorithm is then applied to refine and improve the initially trained network by removing redundant wavelet neurons from the network. An example for a real spatio-temporal system identification problem is presented to demonstrate the performance of the proposed new modeling framework

A new class of multiscale lattice cell (MLC) models for spatio-temporal evolutionary image representation

Spatio-temporal evolutionary (STE) images are a class of complex dynamical systems that evolve over both space and time. With increased interest in the investigation of nonlinear complex phenomena, especially spatio-temporal behaviour governed by evolutionary laws that are dependent on both spatial and temporal dimensions, there has been an increased need to investigate model identification methods for this class of complex systems. Compared with pure temporal processes, the identification of spatio-temporal models from observed images is much more difficult and quite challenging. Starting with an assumption that there is no apriori information about the true model but only observed data are available, this study introduces a new class of multiscale lattice cell (MLC) models to represent the rules of the associated spatio-temporal evolutionary system. An application to a chemical reaction exhibiting a spatio-temporal evolutionary behaviour, is investigated to demonstrate the new modelling framework

A black-box model for neurons

We explore the identification of neuronal voltage traces by artificial neural networks based on wavelets (Wavenet). More precisely, we apply a modification in the representation of dynamical systems by Wavenet which decreases the number of used functions; this approach combines localized and global scope functions (unlike Wavenet, which uses localized functions only). As a proof-of-concept, we focus on the identification of voltage traces obtained by simulation of a paradigmatic neuron model, the Morris-Lecar model. We show that, after training our artificial network with biologically plausible input currents, the network is able to identify the neuron's behaviour with high accuracy, thus obtaining a black box that can be then used for predictive goals. Interestingly, the interval of input currents used for training, ranging from stimuli for which the neuron is quiescent to stimuli that elicit spikes, shows the ability of our network to identify abrupt changes in the bifurcation diagram, from almost linear input-output relationships to highly nonlinear ones. These findings open new avenues to investigate the identification of other neuron models and to provide heuristic models for real neurons by stimulating them in closed-loop experiments, that is, using the dynamic-clamp, a well-known electrophysiology technique.Peer ReviewedPostprint (author's final draft

A comparative study on global wavelet and polynomial models for nonlinear regime-switching systems

A comparative study of wavelet and polynomial models for non-linear Regime-Switching (RS) systems is carried out. RS systems, considered in this study, are a class of severely non-linear systems, which exhibit abrupt changes or dramatic breaks in behaviour, due to RS caused by associated events. Both wavelet and polynomial models are used to describe discontinuous dynamical systems, where it is assumed that no a priori information about the inherent model structure and the relative regime switches of the underlying dynamics is known, but only observed input-output data are available. An Orthogonal Least Squares (OLS) algorithm interfered with by an Error Reduction Ratio (ERR) index and regularised by an Approximate Minimum Description Length (AMDL) criterion, is used to construct parsimonious wavelet and polynomial models. The performance of the resultant wavelet models is compared with that of the relative polynomial models, by inspecting the predictive capability of the associated representations. It is shown from numerical results that wavelet models are superior to polynomial models, in respect of generalisation properties, for describing severely non-linear RS systems

EEG analytics for early detection of autism spectrum disorder: a data-driven approach

Autism spectrum disorder (ASD) is a complex and heterogeneous disorder, diagnosed on the basis of behavioral symptoms during the second year of life or later. Finding scalable biomarkers for early detection is challenging because of the variability in presentation of the disorder and the need for simple measurements that could be implemented routinely during well-baby checkups. EEG is a relatively easy-to-use, low cost brain measurement tool that is being increasingly explored as a potential clinical tool for monitoring atypical brain development. EEG measurements were collected from 99 infants with an older sibling diagnosed with ASD, and 89 low risk controls, beginning at 3 months of age and continuing until 36 months of age. Nonlinear features were computed from EEG signals and used as input to statistical learning methods. Prediction of the clinical diagnostic outcome of ASD or not ASD was highly accurate when using EEG measurements from as early as 3 months of age. Specificity, sensitivity and PPV were high, exceeding 95% at some ages. Prediction of ADOS calibrated severity scores for all infants in the study using only EEG data taken as early as 3 months of age was strongly correlated with the actual measured scores. This suggests that useful digital biomarkers might be extracted from EEG measurements.This research was supported by National Institute of Mental Health (NIMH) grant R21 MH 093753 (to WJB), National Institute on Deafness and Other Communication Disorders (NIDCD) grant R21 DC08647 (to HTF), NIDCD grant R01 DC 10290 (to HTF and CAN) and a grant from the Simons Foundation (to CAN, HTF, and WJB). We are especially grateful to the staff and students who worked on the study and to the families who participated. (R21 MH 093753 - National Institute of Mental Health (NIMH); R21 DC08647 - National Institute on Deafness and Other Communication Disorders (NIDCD); R01 DC 10290 - NIDCD; Simons Foundation)Published versio

Time series forecasting with the WARIMAX-GARCH method

It is well-known that causal forecasting methods that include appropriately chosen Exogenous Variables (EVs) very often present improved forecasting performances over univariate methods. However, in practice, EVs are usually difficult to obtain and in many cases are not available at all. In this paper, a new causal forecasting approach, called Wavelet Auto-Regressive Integrated Moving Average with eXogenous variables and Generalized Auto-Regressive Conditional Heteroscedasticity (WARIMAX-GARCH) method, is proposed to improve predictive performance and accuracy but also to address, at least in part, the problem of unavailable EVs. Basically, the WARIMAX-GARCH method obtains Wavelet “EVs” (WEVs) from Auto-Regressive Integrated Moving Average with eXogenous variables and Generalized Auto-Regressive Conditional Heteroscedasticity (ARIMAX-GARCH) models applied to Wavelet Components (WCs) that are initially determined from the underlying time series. The WEVs are, in fact, treated by the WARIMAX-GARCH method as if they were conventional EVs. Similarly to GARCH and ARIMA-GARCH models, the WARIMAX-GARCH method is suitable for time series exhibiting non-linear characteristics such as conditional variance that depends on past values of observed data. However, unlike those, it can explicitly model frequency domain patterns in the series to help improve predictive performance. An application to a daily time series of dam displacement in Brazil shows the WARIMAX-GARCH method to remarkably outperform the ARIMA-GARCH method, as well as the (multi-layer perceptron) Artificial Neural Network (ANN) and its wavelet version referred to as Wavelet Artificial Neural Network (WANN) as in [1], on statistical measures for both in-sample and out-of-sample forecasting